class: center, middle, inverse, title-slide .title[ # Forecasting Large-Scale Time Series ] .author[ ### Thiyanga S. Talagala ] .date[ ### Organized by Forecasting for Social Good (F4SG) - an official section of the International Institute of Forecasters ] --- <style> .center2 { margin: 0; position: absolute; top: 50%; left: 50%; -ms-transform: translate(-50%, -50%); transform: translate(-50%, -50%); } </style> <style type="text/css"> .remark-slide-content { font-size: 30px; } </style> ### Content - Time series features - Feature-based time series forecasting - Introduction to tsfeatures package - Introduction to seer package - feasts: *F*eature *E*xtraction *A*nd *S*tatistics for *T*ime *S*eries - What did we learn? - Where to go from here? --- class: center, middle background-image: url(imgwhyr/shopping.jpg) background-size: contain class: center, top, inverse --- background-image: url(imgwhyr/bananas.jpg) class: center, top, inverse --- ## Sales data .pull-left[ Data from June, 2011 to November, 2021 ``` # A tsibble: 126 x 2 [1M] Time Sales <mth> <dbl> 1 2011 Jun 2317 2 2011 Jul 2265 3 2011 Aug 2842 4 2011 Sep 2485 5 2011 Oct 2904 6 2011 Nov 2782. 7 2011 Dec 2587 8 2012 Jan 2734. 9 2012 Feb 2390. 10 2012 Mar 2657 # … with 116 more rows ``` ] .pull-right[ <!-- --> ] --- ## Sales data .pull-left[ Data from June, 2011 to November, 2021 ``` # A tsibble: 126 x 2 [1M] Time Sales <mth> <dbl> 1 2011 Jun 2317 2 2011 Jul 2265 3 2011 Aug 2842 4 2011 Sep 2485 5 2011 Oct 2904 6 2011 Nov 2782. 7 2011 Dec 2587 8 2012 Jan 2734. 9 2012 Feb 2390. 10 2012 Mar 2657 # … with 116 more rows ``` ] .pull-right[ <!-- --> ] --- ## Sales data .pull-left[ <!-- --> ] -- .pull-right[ - **How much** will you sell over the next 12 months? - **How much** do we need to produce and **when**? ] --- ### What might happen during a typical model building process? <!-- --> --- ### What might happen during a typical model building process? <!-- --> --- ### What might happen during a typical model building process? <!-- --> --- ### What might happen during a typical model building process? <!-- --> --- ### What might happen during a typical model building process? <!-- --> --- ### What might happen during a typical model building process? <!-- --> --- background-image: url(img/supermarket.jpg) class: center, top, inverse --- background-image: url(img/supermarket.jpg) class: center, top, inverse .full-width[.content-box-blue[Multiple products]] --- background-image: url(img/globe.jpg) class: center, top, inverse .full-width[.content-box-blue[Multiple products across many warehouses]] --- ## Number of series: 1 <!-- --> --- ## Number of series: 2 <!-- --> --- ## Number of series: 3 <!-- --> --- ## Number of series: 10 <!-- --> --- ## Number of series: More than 100 <!-- -->